Perhaps the word "comedy" wasn't what was trying to say...
Perhaps the word "prank" is closer to how I'd characterize it - except it was never presented as a "real" documentary - so I'd have to default to calling it a comedy too.
Matt Avant was quoted elsewhere as saying:
“We do take a little poke at Scientology, but we never say it, we never address it. But not necessarily just Scientology–just sort of that kind of cultish mentality. The fact that somebody can just kind of generate–and we’ve talked about this before–is that really, there’s enough philosophy and folklore and propaganda that could be associated with Lunopolis and the Church of Lunology.
If we wanted to, we could really start this organization. We could start a Church of Lunology, and people would probably sign up for it.”
This reminds me a lot of the whole Sub-Genius/Hayduke/Illuminatus inspired "head games" that used to be played to make ultra-conservative orgs and government entities utterly paranoid back in the 60s and early 70s. There was a large "in joke" element to it all. If you "got it," you were laughing your tail off watching things like the FBI running down organizations like the Erisian Liberation Front, The Hemlock Fellowship, and the John Dillinger Died for You Society. Spreading bogus rumours, creating crazy but real sounding organizations, sending lunatic letters out on official stationary filched from the actual offices (late night office cleaning jobs were very popular ways to obtain those - nobody counted or locked up letterhead or envelopes back then!) - it was the thing before Internet pranking became the norm.
So no...I think they may well have intended it to be the best story they could write and shoot. But at the end of the day, it's still comedy (in the classic sense) to me.
Interview with Lunopolis director/writer Matt Avant here